In the Eastern United States, the birds that commonly lay blue eggs are bluebirds, robins, and some finches. However, some wrens lay grayish eggs that could be mistaken for blue. A resource you might use, the Royal Albert Museum, could help you identify the egg you found and help answer your question: http://www.royalalbertamuseum.ca/vexhibit/eggs/vexhome/egghome.htm
Robins and blue birds. Do not worry about touching the eggs. It is a myth that the mother will ignore the egg or a baby bird if touched by human hands. Please pick it up and try to either find the nest or take it to a vet.